Sold 2 SPX and 1 XSP for 80 points below futures price and 2 SPX for 120 points above futures price. Once again, premiums are terrible, but I am not risking a surprise selloff.
Sold 2 SPX and 1 XSP for 80 points below futures price and 2 SPX for 120 points above futures price. Once again, premiums are terrible, but I am not risking a surprise selloff.